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Progyny, Inc. Common Stock PGNY

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Market datapartial · fetched 2026-10-22T20:48:09.029Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:34:59.783810236Z

FundamentalsAlpha Vantage · unavailable

Share price$29.12
1D+2.1%
AH$28.47$28.66$28.86$29.06$29.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPGNY
Sold putSold callAH

Progyny, Inc. Common Stock options

Live interpolated PGNY call and put midpoint premiums by absolute delta.Progyny, Inc. Common Stock$0.31$2.37$4.43$6.49$8.55$22.65$25.83$29.02$32.21$35.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PGNY spot · $29.12PGNY PRICE$0.53$0.72$0.90$1.08$1.26$1.45$1.84$2.32$2.80$3.29$3.77$4.25$4.73$0.67$0.92$1.17$1.41$1.66$1.91$2.16$2.60$3.43$4.26$5.09$5.92$7.95
PutsExpensive1.75×
CallsExpensive1.35×
SkewBearish+2.43 pp
Implied moveBearish±$4.00
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.4961.1%20.3%25.4063.7%15.1%
25Δ33.6460.2%18.0%26.0962.7%13.6%
30Δ32.7959.3%15.7%26.7861.8%12.0%
35Δ31.9558.4%13.4%27.4760.9%10.5%
40Δ31.1057.5%11.1%28.1660.0%9.0%
45Δ30.2556.6%8.8%28.8559.0%7.5%
50Δ29.4957.7%7.6%29.5458.1%6.0%
55Δ28.7759.7%6.8%30.3458.5%4.8%
60Δ28.0561.7%6.0%31.3461.6%4.2%
65Δ27.3363.7%5.2%32.3564.7%3.6%
70Δ26.6265.7%4.3%33.3667.8%2.9%
75Δ25.9067.6%3.5%34.3670.9%2.3%
80Δ25.1869.6%2.7%36.5380.5%1.9%

20Δ

Calls
Pseudo strike
34.49
IV
61.1%
B/E move
20.3%
Puts
Pseudo strike
25.40
IV
63.7%
B/E move
15.1%

25Δ

Calls
Pseudo strike
33.64
IV
60.2%
B/E move
18.0%
Puts
Pseudo strike
26.09
IV
62.7%
B/E move
13.6%

30Δ

Calls
Pseudo strike
32.79
IV
59.3%
B/E move
15.7%
Puts
Pseudo strike
26.78
IV
61.8%
B/E move
12.0%

35Δ

Calls
Pseudo strike
31.95
IV
58.4%
B/E move
13.4%
Puts
Pseudo strike
27.47
IV
60.9%
B/E move
10.5%

40Δ

Calls
Pseudo strike
31.10
IV
57.5%
B/E move
11.1%
Puts
Pseudo strike
28.16
IV
60.0%
B/E move
9.0%

45Δ

Calls
Pseudo strike
30.25
IV
56.6%
B/E move
8.8%
Puts
Pseudo strike
28.85
IV
59.0%
B/E move
7.5%

50Δ

Calls
Pseudo strike
29.49
IV
57.7%
B/E move
7.6%
Puts
Pseudo strike
29.54
IV
58.1%
B/E move
6.0%

55Δ

Calls
Pseudo strike
28.77
IV
59.7%
B/E move
6.8%
Puts
Pseudo strike
30.34
IV
58.5%
B/E move
4.8%

60Δ

Calls
Pseudo strike
28.05
IV
61.7%
B/E move
6.0%
Puts
Pseudo strike
31.34
IV
61.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
27.33
IV
63.7%
B/E move
5.2%
Puts
Pseudo strike
32.35
IV
64.7%
B/E move
3.6%

70Δ

Calls
Pseudo strike
26.62
IV
65.7%
B/E move
4.3%
Puts
Pseudo strike
33.36
IV
67.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
25.90
IV
67.6%
B/E move
3.5%
Puts
Pseudo strike
34.36
IV
70.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
25.18
IV
69.6%
B/E move
2.7%
Puts
Pseudo strike
36.53
IV
80.5%
B/E move
1.9%

Options history

No recorded observations